TOUZI Nizar
École Polytechnique
H-index: 57
Europe-France
Top articles of TOUZI Nizar
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Itō and Itō-Wentzell chain rule for flows of conditional laws of continuous semimartingales: an easy approach | arXiv e-prints | Assil Fadle Nizar Touzi | 2024/4 |
Mean field game of mutual holding with common noise | arXiv preprint arXiv:2403.16232 | Leila Bassou Mao Fabrice Djete Nizar Touzi | 2024/3/24 |
Dynamic Contracting in Asset Management Under the Investor-Partner-Manager Relationship | Operations Research | Jussi Keppo Nizar Touzi Ruiting Zuo | 2024/2/21 |
Viscosity Solutions for HJB Equations on the Process Space: Application to Mean Field Control with Common Noise | arXiv preprint arXiv:2401.04920 | Jianjun Zhou Nizar Touzi Jianfeng Zhang | 2024/1/10 |
Dynamic programming equation for the mean field optimal stopping problem | SIAM Journal on Control and Optimization | Mehdi Talbi Nizar Touzi Jianfeng Zhang | 2023/8/31 |
A Principal-Agent Framework for Optimal Incentives in Renewable Investments | arXiv preprint arXiv:2302.12167 | René Aïd Annika Kemper Nizar Touzi | 2023/2/23 |
Viscosity solutions for obstacle problems on Wasserstein space | SIAM Journal on Control and Optimization | Mehdi Talbi Nizar Touzi Jianfeng Zhang | 2023/6/30 |
Entropic optimal planning for path-dependent mean field games | SIAM Journal on Control and Optimization | Zhenjie Ren Xiaolu Tan Nizar Touzi Junjian Yang | 2023/6/30 |
Applications of Stochastic Control to Finance and Economics | Jakša Cvitanic George Georgiadis Dylan Possamaı Nizar Touzi | 2023/4/30 | |
Impact of carbon market on production emissions | arXiv preprint arXiv:2312.03665 | Arash Fahim Nizar Touzi | 2023/12/6 |
Mean field game of mutual holding with defaultable agents, and systemic risk | arXiv preprint arXiv:2303.07996 | Mao Fabrice Djete Gaoyue Guo Nizar Touzi | 2023/3/14 |
THE ANNALS | The Annals of Probability | PETER K FRIZ PAVEL ZORIN-KRANICH XIN CHEN XUEMEI LI BO WU | 2023/3 |
On path-dependent multidimensional forward-backward SDEs | arXiv preprint arXiv:2201.05016 | Kaitong Hu Zhenjie Ren Nizar Touzi | 2022/1/11 |
From finite population optimal stopping to mean field optimal stopping | arXiv preprint arXiv:2210.16004 | Mehdi Talbi Nizar Touzi Jianfeng Zhang | 2022/10/28 |
Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs | Theory of Probability & Its Applications | A Barrasso N Touzi | 2022 |
Is there a Golden Parachute in Sannikov’s principal-agent problem? | Nizar Touzi | 2022/10 | |
Random horizon principal-agent problems | SIAM Journal on Control and Optimization | Yiqing Lin Zhenjie Ren Nizar Touzi Junjian Yang | 2022 |
Optimal electricity demand response contracting with responsiveness incentives | Mathematics of Operations Research | René Aïd Dylan Possamaï Nizar Touzi | 2022/8 |
Nonlinear predictable representation and -solutions of backward SDEs and second-order backward SDEs | Annales de l'Institut Henri Poincare (B) Probabilites et statistiques | Zhenjie Ren Nizar Touzi Junjian Yang | 2022/5 |
Mean Field Game of Mutual Holding | arXiv preprint arXiv:2104.03884 | Mao Fabrice Djete Nizar Touzi | 2021/4/8 |
